From http://wuarchive.wustl.edu/pub/linux/distributions/mandrake/9.0/i586/INSTALL.txt

" 3. Make a boot floppy with Windows

If your computer cannot boot from the CDROM and previous methods do
not work, you must make a boot floppy under Windows as follows:

* insert the CDROM, then open the icon "My Computer", right click on
the CDROM drive icon and select "Open"
* go into the "dosutils" directory and double-click on the
"rawwritewin" icon
* insert a blank floppy in the floppy drive
* select "D:\images\cdrom.img" in the "Image File" field (assuming
that your CDROM drive is "D:", otherwise replace "D:" as needed)
* select "A:" in the "Floppy Drive" field then click on "Write".

To begin the installation:

* insert the CDROM in the drive, as well as the boot floppy, then
* restart the computer."